2020 Risk Scenarios

From Open Risk Manual

2020 Risk Scenarios

This list is a worked out example of stress scenarios motivated by the publication[1]

Actor(s) Metric / Observable Jurisdiction(s) Financial Market(s) Connections
Global Economies Inequality Index (Wealth, Income, Health) Global Global Markets
US, China Tariffs, Trade Wards US, China Global Markets
Chinese, Europe, Japan Economies GDP Slowdown / Reduction China, Europe FX Markets US Dollar Appreciation
US Government Impeachment, Government Shutdown, Elections US Global Markets Corporate Taxation, Regulation, Capex Spending, Sovereign Debt Yields
US, EU Regulators Antitrust, Privacy Regulation US, EU Stocks Sector Valuation Risk
US Treasury Bond Volumes US Debt Markets Demand for Investment Grade Credit
US Treasury T-Bill Volumes US Money Markets Repo Rate Spike
Algorithmic Traders Market Gap (Discontinuous Jump) Global Equities, Credit
Chinese, Europe Economies GDP Slowdown / Reduction China, Europe Impact on US Economy
Fixed Income Investors US Debt Volumes / Bid-Ask spreads US US Interest Rates
Fed Excessively Accommodating Stance US Global Markets
Fixed Income Investors BBB-CCC Spread Increase Global Debt Markets Corporate Credit
Fixed Income Investors BBB-CCC Spread Increase Global Debt Markets Consumer Credit
Corp Management Fallen Angels (Migration to BBB, HY) Global Debt Markets, Equities
Corp Management Declining Profits affect Buybacks Global Equities
UK Government No-deal Brexit UK Global Markets
Australian, Canadian, Swedish Real Estate Investors House Price Declines Australia, Canada, Sweden Real Estate
Automotive Industry Transition to public transport / electric mobility Global

See Also

References

  1. 20 Risks to Markets in 2020, Deutsche Bank Research (Torsten Slock)

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